On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015)
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scientific article; zbMATH DE number 6145090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal proportional reinsurance and investment in a Markovian regime-switching economy |
scientific article; zbMATH DE number 6145090 |
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On optimal proportional reinsurance and investment in a Markovian regime-switching economy (English)
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14 March 2013
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reinsurance
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regime-switching economy
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optimal investment
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short-selling constraints
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